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Leonidas Rompolis

This is information that was supplied by Leonidas Rompolis in registering through RePEc. If you are Leonidas Rompolis, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Leonidas
Middle Name:
Last Name:Rompolis
RePEc Short-ID:pro646
76 Patission street, 10434, Athens, GREECE
Athens, Greece

: +30 1 8203250
+301 8228419
76, Patission Street, Athens 104 34
RePEc:edi:dfauegr (more details at EDIRC)
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  1. Leonidas S. Rompolis & Elias Tzavalis, 2017. "Retrieving risk neutral moments and expected quadratic variation from option prices," Review of Quantitative Finance and Accounting, Springer, vol. 48(4), pages 955-1002, May.
  2. Leonidas S. Rompolis, 2016. "Riskā€Free Rates and Variance Futures Prices," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(10), pages 943-967, October.
  3. Chalamandaris, Georgios & Rompolis, Leonidas S., 2012. "Exploring the role of the realized return distribution in the formation of the implied volatility smile," Journal of Banking & Finance, Elsevier, vol. 36(4), pages 1028-1044.
  4. Leonidas S. Rompolis & Elias Tzavalis, 2010. "Risk Premium Effects On Implied Volatility Regressions," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 33(2), pages 125-151.
  5. Rompolis, Leonidas S., 2010. "Retrieving risk neutral densities from European option prices based on the principle of maximum entropy," Journal of Empirical Finance, Elsevier, vol. 17(5), pages 918-937, December.
  6. Rompolis, Leonidas S. & Tzavalis, Elias, 2008. "Recovering Risk Neutral Densities from Option Prices: A New Approach," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 43(04), pages 1037-1053, December.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CBA: Central Banking (1) 2017-08-27
  2. NEP-EEC: European Economics (1) 2017-08-27
  3. NEP-MAC: Macroeconomics (1) 2017-08-27
  4. NEP-MON: Monetary Economics (1) 2017-08-27
  5. NEP-UPT: Utility Models & Prospect Theory (1) 2017-08-27

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